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Econometric Reviews Volume 16, 1997 - Issue 4
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Original Articles

Testing for unit roots in time series with nearly deterministic seasonal variation

Zacharias Psaradakis Department of Economics, Birkbeck College, University of London, 7-15 Gresse Street, London, W1P 2LL, United Kingdom
Pages 421-439 | Published online: 21 Mar 2007

Citations (5)

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Read on this site (1)

PauloM. M. Rodrigues & DeniseR. Osborn. (1999) Performance of seasonal unit root tests for monthly data. Journal of Applied Statistics 26:8, pages 985-1004.
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Articles from other publishers (4)

Norman R. Swanson & Richard Urbach. (2015) Prediction and simulation using simple models characterized by nonstationarity and seasonality. International Review of Economics & Finance 40, pages 312-323.
Crossref
Denise R. Osborn. 2004. A Companion to Economic Forecasting. A Companion to Economic Forecasting 409 431 .
Norman R. Swanson & Richard Urbach. (2007) Simulation and Prediction Evidence on the Usefulness of Seasonal Models. SSRN Electronic Journal.
Crossref
Gabriel Pons. (2003) Testing for Seasonal Unit Roots with Temporally Aggregated Time Series. SSRN Electronic Journal.
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